MSCI Asia Pacific GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:14.91% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 24.70 | |
| 0.0926 | 44.23 | |
| 0.8965 | 443.83 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses
Other GARCH Analyses on Equity Indices